The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains.
Tomás Prieto-RumeauOnésimo Hernández-LermaPublished in: Math. Methods Oper. Res. (2005)
Keyphrases
- markov chain
- markov processes
- steady state
- finite state
- transition probabilities
- markov process
- random walk
- state space
- stationary distribution
- monte carlo method
- monte carlo simulation
- stochastic process
- monte carlo
- markov model
- transition matrix
- average cost
- optimal solution
- average reward
- sample path
- confidence intervals
- reinforcement learning
- bayesian networks